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Impact Estimates for Static Spatial Panel Data Models in R

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  • Gianfranco Piras

    ()
    (Regional Research Institute, West Virginia University)

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    Abstract

    In the present note we demonstrate how to implement the Lee and Yu (2010) procedure for fixed effects spatial panel data models available from the R (R Development Core Team 2012) package splm (Millo and Piras 2012). Additionally, we also show how to compute the impact estimates introduced by Kelejian, Tavlas, and Hondroyiannis (2006) and formalized in LeSage and Pace (2009). Unlike Matlab (MATLAB 2011), there was no R function specific to static panel data models for the calculation of the impact measures. After receiving numerous requests from the users of splm, we decided to extend the cross sectional functions available from spdep (Bivand 2013) to spatial panel data models.

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    File URL: http://rri.wvu.edu/wp-content/uploads/2012/11/Piras_ImpactEstimatesForStaticSpatial2013-05.pdf
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    Bibliographic Info

    Paper provided by Regional Research Institute, West Virginia University in its series Working Papers with number 201305.

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    Length: 10 pages
    Date of creation: May 2013
    Date of revision:
    Handle: RePEc:rri:wpaper:201305

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    Keywords: spatial panel data models; R; computational methods; impact measures;

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    1. Alicia H. Munnell, 1990. "Why has productivity growth declined? Productivity and public investment," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-22.
    2. Lee, Lung-fei & Yu, Jihai, 2010. "Estimation of spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 154(2), pages 165-185, February.
    3. Giovanni Millo & Gianfranco Piras, . "splm: Spatial Panel Data Models in R," Journal of Statistical Software, American Statistical Association, vol. 47(i01).
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